+42.5%
ICE vs EMR
+62.0%
-19.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | -1.2% | +3.1% | -4.2% | -1.6% |
| 30D | +5.0% | -3.5% | +8.5% | +5.5% |
| 3M | +13.9% | +9.8% | +4.1% | +11.8% |
| 6M | -4.4% | +10.8% | -15.2% | -6.6% |
| YTD | -1.9% | +15.9% | -17.9% | -5.1% |
| 1Y | -8.1% | +16.4% | -24.5% | -11.4% |
| 3Y | +42.5% | +62.1% | -19.6% | +27.3% |
| All | +42.5% | +62.0% | -19.5% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling